Of course you can
You will need a Lazarus distro with fpc 2.4.0, maybe a 0.9.29 snapshot should be fine. In order to create a NDS project, please do the following steps:

1 Select Project->New project->Program
2 modify the code removing the unneded parts:
[code=pascal]program Project1;
{$mode objfpc}
uses
ctypes, nds9;

begin

end. [/code]

3 From the menu Project->Project options...->Compiler options select "NoGUI" as LCL widget type
4 move on Compiler options->Code then select "arm" as Target CPU and "nds" as Target OS
5 move on Compiler options->Other then check "Use additional Compiler Config file", writing the config file of your nds compiler (maybe something like c:\lazarus\fpc\2.4.0\bin\arm-nds\fpc.cfg). Lazarus will complain about some conflicting names, but just do ok and all will be fine

6 From the menu Run->Run parameters...->Local->Host Application select your emulator with full path (something like c:\desmume\desmume.exe)
7 Put $ProjPath()\$NameOnly($ProjFile()).nds on "Command line parameters" field

The code completion feature should work fine now. Of course you can't debug, but you can build and run your nds app on the emulator just by pressing F9, as for win32 applications